+1,116.6%
MPC vs IOVA
+9.2%
+1,107.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +5.4% | +9.7% | -4.3% | +4.8% |
| 30D | +31.0% | +102.5% | -71.6% | +24.0% |
| 3M | +46.0% | +100.7% | -54.7% | +37.7% |
| 6M | +77.3% | +106.3% | -29.0% | +65.4% |
| YTD | +141.9% | +222.0% | -80.1% | +116.7% |
| 1Y | +120.9% | +299.5% | -178.6% | +93.0% |
| 3Y | +182.7% | +42.9% | +139.8% | +147.4% |
| 5Y | +646.4% | -65.0% | +711.4% | +599.6% |
| All | +1,116.6% | +9.2% | +1,107.4% | +916.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling